CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 1.2004 1.1980 -0.0024 -0.2% 1.2165
High 1.2015 1.2037 0.0022 0.2% 1.2233
Low 1.1953 1.1978 0.0025 0.2% 1.1953
Close 1.1979 1.2004 0.0025 0.2% 1.1979
Range 0.0062 0.0059 -0.0003 -4.8% 0.0280
ATR 0.0107 0.0103 -0.0003 -3.2% 0.0000
Volume 107,632 91,745 -15,887 -14.8% 607,899
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2183 1.2153 1.2036
R3 1.2124 1.2094 1.2020
R2 1.2065 1.2065 1.2015
R1 1.2035 1.2035 1.2009 1.2050
PP 1.2006 1.2006 1.2006 1.2014
S1 1.1976 1.1976 1.1999 1.1991
S2 1.1947 1.1947 1.1993
S3 1.1888 1.1917 1.1988
S4 1.1829 1.1858 1.1972
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2895 1.2717 1.2133
R3 1.2615 1.2437 1.2056
R2 1.2335 1.2335 1.2030
R1 1.2157 1.2157 1.2005 1.2106
PP 1.2055 1.2055 1.2055 1.2030
S1 1.1877 1.1877 1.1953 1.1826
S2 1.1775 1.1775 1.1928
S3 1.1495 1.1597 1.1902
S4 1.1215 1.1317 1.1825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2233 1.1953 0.0280 2.3% 0.0088 0.7% 18% False False 123,113
10 1.2341 1.1953 0.0388 3.2% 0.0101 0.8% 13% False False 121,255
20 1.2341 1.1953 0.0388 3.2% 0.0107 0.9% 13% False False 116,431
40 1.2365 1.1887 0.0478 4.0% 0.0103 0.9% 24% False False 107,694
60 1.2365 1.1842 0.0523 4.4% 0.0107 0.9% 31% False False 83,608
80 1.2474 1.1842 0.0632 5.3% 0.0109 0.9% 26% False False 62,773
100 1.2474 1.1742 0.0732 6.1% 0.0102 0.9% 36% False False 50,236
120 1.2474 1.1666 0.0808 6.7% 0.0094 0.8% 42% False False 41,876
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2288
2.618 1.2191
1.618 1.2132
1.000 1.2096
0.618 1.2073
HIGH 1.2037
0.618 1.2014
0.500 1.2008
0.382 1.2001
LOW 1.1978
0.618 1.1942
1.000 1.1919
1.618 1.1883
2.618 1.1824
4.250 1.1727
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 1.2008 1.2050
PP 1.2006 1.2035
S1 1.2005 1.2019

These figures are updated between 7pm and 10pm EST after a trading day.

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